SIAM Journal on Scientific and Statistical Computing
Blended block BVMs (B3VMs): a family of economical implicit methods for ODEs
Journal of Computational and Applied Mathematics
Block implicit methods for Odes
Recent trends in numerical analysis
Blended implementation of block implicit methods for ODEs
Applied Numerical Mathematics
Boundary Value Methods for the Numerical Approximation of Ordinary Differential Equations
WNAA '96 Proceedings of the First International Workshop on Numerical Analysis and Its Applications
The BiM code for the numerical solution of ODEs
Journal of Computational and Applied Mathematics - Special Issue: Proceedings of the 10th international congress on computational and applied mathematics (ICCAM-2002)
Symmetric functions and the Vandermonde matrix
Journal of Computational and Applied Mathematics
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Deferred correction is a widely used tool for improving the numerical approximation to the solution of ODE problems [J.R. Cash, WSSIA 2 (1993) 113; J.R. Cash, M.H. Wright, SIAM J. Sci. Statist. Comput. 12 (1991) 971; M. Lentini, V. Pereyra, Math. Comp. 28 (1974) 981; B. Lindberg, BIT 20 (1980) 486; V. Pereyra, Numet. Math. 8 (1966) 376; V. Pereyra, Numer. Math. 10 (1967) 316; H.J. Stetter, Numer. Math. 29 (1978) 425; H.J. Stetter, in: Lecture Notes in Math. vol. 630, Springer, 1978, pp. 245-258; R.D. Skeel, SIAM J. Numer. Anal. 19 (1981) 171; R.D. Skeel, Numer. Math. 48 (1986) 1; P. Zadunaisky, Numer. Math. 27 (1976) 21]. Indeed, it allows to estimate the error due to the use of discrete methods. Such an estimate may be a global one, in the case of continuous BVPs, or a local one, when IVPs are to be approximated [L. Brugnano, in: Lecture Notes in Math., vol. 1196, Springer, 1997, pp. 78-89; L. Brugnano, D. Trigiante, Solving Differential Problems by Multistep Initial and Boundary Value Methods, Gordon and Breach, 1998]. Recently, it has been implemented in the computational code BiM [L. Brugnano, C. Magherini, J. Comput. Appl. Math. 164-165 (2004) 145, web page: http://math.unifi.it/~brugnano/BiM/index.html] for the numerical solution of stiff ODE-IVPs. In this paper we analyze deferred correction in connection with the methods used in that code, resulting in an overall simplification of the procedure, due to the properties of the underlying methods. The analysis is then extended to more general methods.